+892.4%
CDW vs CASY
+1,178.5%
-286.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | +2.1% | +1.1% | +1.0% | +1.8% |
| 30D | +14.7% | +8.7% | +6.1% | +12.0% |
| 3M | +11.1% | -17.3% | +28.4% | +16.3% |
| 6M | +45.6% | -19.7% | +65.3% | +51.8% |
| YTD | +17.1% | +24.8% | -7.7% | +5.1% |
| 1Y | +13.2% | +31.9% | -18.7% | -0.5% |
| 3Y | -22.2% | +155.4% | -177.6% | -47.2% |
| 5Y | -10.1% | +250.6% | -260.7% | -46.6% |
| 10Y | +307.0% | +556.8% | -249.9% | +94.5% |
| All | +892.4% | +1,178.5% | -286.1% | +264.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CASY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling